VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 434,988
COMMITMENTS
111,468 165,081 102,887 190,465 131,767 404,820 399,735 30,168 35,253
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 14,945)
-525 -3,339 6,730 5,555 8,426 11,760 11,817 3,185 3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 38.0 23.7 43.8 30.3 93.1 91.9 6.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
57 80 82 35 36 141 161
Updated May 24, 2013